Regression model for proportions with probability masses at zero and one
Gratis digital
![]() Articolo
Promozione valida fino al 02/12/2023
|
Ebook in formato Pdf leggibile su questi device:
|
|
SUMMARY
In many settings, the variable of interest is a proportion with high concentration of data at the boundaries. This paper proposes a regression model for a fractional variable with nontrivial probability masses at the extremes. In particular, the dependent variable is assumed to be a mixed random variable, obtained as the mixture of a Bernoulli and a beta random variables. The endpoints of zero and one are modelled by a logistic regression model. The values belonging to the interval (0,1) are assumed to be beta distributed and their mean and dispersion are jointly modelled by using two link functions. The regression model proposed here accommodates skewness and heteroscedastic errors. Finally, an application to loan recovery process of Italian banks is also provided. Keywords: Proportions, Mixed Random Variable, Beta Regression, Skewness, Heteroscedasticity. |
News
28.02.2023
Ezio Franceschini, il rettore partigiano
In occasione dei 40 anni dalla morte, ricordiamo la storia di Ezio Franceschini, latinista, partigiano e rettore dell'Università Cattolica.
16.03.2023
Incontri favolosi di Silvano Petrosino a Gorgonzola
Lunedì 20 marzo e lunedì 27 marzo, alle 21:00, l'autore di "Le fiabe non raccontano favole" al Cinema Teatro Sala Argentia.
07.03.2023
The Economy of Francesco a Fa' la cosa giusta!
Sabato 25 marzo alle 18:00, la presentazione del volume curato da Marco Girardo e Maria Gaglione, a Milano.
06.03.2023
Walter Ricciardi presenta Onorevole Ministra
Sabato 25 marzo a Castelfranco Veneto, il convegno dedicato a Tina Anselmi, prima donna ministro e una delle protagoniste del libro di Ricciardi.
Archivio rivista
Articoli Online First
A Data-Driven Approach to Multivariate Monte Carlo Simulation
Application of Nonparametric Stability Methods in Chickpea (Cicer Arietinum L.) Crop Under Diverse Environments
Application of Nonparametric Stability Methods in Chickpea (Cicer Arietinum L.) Crop Under Diverse Environments
Articoli Open Access
A Data-Driven Approach to Multivariate Monte Carlo Simulation
Application of Nonparametric Stability Methods in Chickpea (Cicer Arietinum L.) Crop Under Diverse Environments
Application of Nonparametric Stability Methods in Chickpea (Cicer Arietinum L.) Crop Under Diverse Environments
Ultimi 3 numeri
STATISTICA & APPLICAZIONI - 2021 - 2
STATISTICA & APPLICAZIONI - 2021 - 1
STATISTICA & APPLICAZIONI - 2020 - 2
STATISTICA & APPLICAZIONI - 2021 - 1
STATISTICA & APPLICAZIONI - 2020 - 2